+356.8%
ACWI vs JBHT
+955.8%
-599.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | +0.5% | +4.9% | -4.4% | -1.4% |
| 30D | +0.9% | +0.6% | +0.3% | +0.4% |
| 3M | +2.4% | -3.2% | +5.6% | +3.0% |
| 6M | +12.4% | +17.0% | -4.6% | +4.4% |
| YTD | +15.2% | +41.7% | -26.5% | -1.1% |
| 1Y | +22.7% | +90.0% | -67.3% | -7.7% |
| 3Y | +75.8% | +47.0% | +28.8% | +41.8% |
| 5Y | +67.7% | +58.3% | +9.4% | +27.3% |
| 10Y | +229.0% | +273.9% | -44.9% | +58.7% |
| All | +356.8% | +955.8% | -599.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling